+886.9%
LNG vs SIMO
+3,332.4%
-2,445.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.7% | -8.3% | -1.6% |
| 7D | +3.4% | +4.2% | -0.8% | +2.3% |
| 30D | +14.9% | +4.1% | +10.8% | +12.9% |
| 3M | +21.4% | -12.9% | +34.3% | +21.2% |
| 6M | +17.8% | +110.3% | -92.5% | -8.5% |
| YTD | +51.3% | +178.6% | -127.3% | +8.0% |
| 1Y | +24.4% | +220.0% | -195.6% | -15.2% |
| 3Y | +79.7% | +409.0% | -329.4% | +4.1% |
| 5Y | +241.3% | +277.3% | -36.0% | +100.1% |
| 10Y | +603.1% | +506.6% | +96.5% | +223.6% |
| All | +886.9% | +3,332.4% | -2,445.5% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling